kalmanfilter

BackQuant Actualizado 

Kalman Hull RSI At its core, this indicator uses a Kalman filter of price, put inside of a hull moving average function (replacing the weighted moving averages) and then using that as a price source for the the RSI, very similar to the Kalman Hull Supertrend just processing price for a different indicator. This also allows it to make it more adaptive to price and...

Tenozen Actualizado 

Hello there! I am excited to introduce a new original indicator, the Kalman Filter Volume Bands. This indicator is calculated using the Kalman Filter, which is an adaptive-based smoothing quantitative tool. The Kalman Filter Volume Bands have two components that support the calculation, namely VWAP and VaR. VWAP is used to determine the weight of the Kalman...

BackQuant

Kalman Price Filter The Kalman Filter, named after Rudolf E. Kálmán, is a algorithm used for estimating the state of a linear dynamic system from a series of noisy measurements. Originally developed for aerospace applications in the early 1960s, such as guiding Apollo spacecraft to the moon, it has since been applied across numerous fields including robotics,...

Tenozen Actualizado 

Another useful indicator is here! Kalman Filter is a quantitative tool created by Rudolf E. Kalman. In the case of trading, it can help smooth out the price data that traders observe, making it easier to identify underlying trends. The Kalman Filter is particularly useful for handling price data that is noisy and unpredictable. As an adaptive-based algorithm, it...

profitprotrading Actualizado 

The "Smooth ROC & Stochastic with Kalman Filter" indicator is a trend following tool designed to identify trends in the price movement. It combines the Rate of Change (ROC) and Stochastic indicators into a single oscillator, the combination of ROC and Stochastic indicators aims to offer complementary information: ROC measures the speed of price change, while...

simwai Actualizado 

Introduction Heyo guys, I made a new (repainting) indicator called Local Model Kalman Market Mode. I created it, because I wanted a reliable market mode filter for a potential mean-reversion strategy (e. g. BB Scalping). On the screenshot you can see an example of how to use it in a BB strategy. E.g. you would enter long when you have bullish divergence, price...

capissimo Actualizado 

This is an upgrade to the HMA-Kahlman Trend & Trendlines script (). This version gives more flexibility because you can play around with 2 parameters to Kalman function (Sharpness and K (aka. step size)).

loxx

R-squared Adaptive T3 is an R-squared adaptive version of Tilson's T3 moving average. This adaptivity was originally proposed by mladen on various forex forums. This is considered experimental but shows how to use r-squared adapting methods to moving averages. In theory, the T3 is a six-pole non-linear Kalman filter. What is the T3 moving average? Better...